+12.3%
SHW vs RUN
-84.6%
+96.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -0.2% |
| 7D | -2.1% | +3.2% | -5.3% | -2.6% |
| 30D | +11.1% | +19.5% | -8.4% | +9.2% |
| 3M | -2.2% | -9.6% | +7.4% | -1.8% |
| 6M | +14.3% | -37.3% | +51.6% | +17.7% |
| YTD | +10.6% | -50.7% | +61.3% | +14.4% |
| 1Y | +4.1% | -54.1% | +58.1% | +8.1% |
| 3Y | +42.9% | -3.9% | +46.8% | +22.3% |
| All | +12.3% | -84.6% | +96.9% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RUN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling